-23.7%
PYPL vs BAM
+86.2%
-109.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | 0.0% |
| 7D | +3.9% | +9.7% | -5.8% | -1.4% |
| 30D | +7.8% | +19.0% | -11.2% | -2.4% |
| 3M | -0.7% | +0.6% | -1.2% | -1.5% |
| 6M | +28.8% | +11.1% | +17.7% | +20.1% |
| YTD | +2.4% | +4.2% | -1.8% | -1.1% |
| 1Y | -9.6% | +3.3% | -12.9% | -12.4% |
| 3Y | +9.7% | +88.8% | -79.1% | -22.6% |
| All | -23.7% | +86.2% | -109.9% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling